+181.4%
COR vs ATI
+871.8%
-690.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.0% |
| 7D | +0.8% | +6.2% | -5.3% | +0.5% |
| 30D | +5.1% | -7.1% | +12.2% | +5.4% |
| 3M | +2.8% | -21.3% | +24.2% | +3.9% |
| 6M | +32.5% | +6.5% | +26.1% | +31.6% |
| YTD | -0.7% | +53.2% | -53.8% | -4.0% |
| 1Y | -6.7% | +82.7% | -89.4% | -11.0% |
| 3Y | +73.7% | +314.3% | -240.6% | +51.4% |
| All | +181.4% | +871.8% | -690.4% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling